+221.9%
CVX vs STT
+262.1%
-40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | +10.7% | +2.8% | +7.9% | +9.0% |
| 3M | +15.5% | +18.1% | -2.6% | +6.3% |
| 6M | +14.9% | +59.2% | -44.3% | -9.0% |
| YTD | +44.2% | +51.5% | -7.3% | +16.4% |
| 1Y | +43.5% | +75.7% | -32.1% | +7.2% |
| 3Y | +45.0% | +200.8% | -155.8% | -19.2% |
| 5Y | +172.2% | +155.8% | +16.4% | +54.2% |
| 10Y | +221.9% | +266.4% | -44.5% | +38.0% |
| All | +221.9% | +262.1% | -40.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling